• Title/Summary/Keyword: Infinite-impulse response filter

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An Optimal FIR Filter for Discrete Time-varying State Space Models (이산 시변 상태공간 모델을 위한 최적 유한 임펄스 응답 필터)

  • Kwon, Bo-Kyu
    • Journal of Institute of Control, Robotics and Systems
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    • v.17 no.12
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    • pp.1183-1187
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    • 2011
  • In this paper, an optimal FIR (Finite-Impulse-Response) filter is proposed for discrete time-varying state-space models. The proposed filter estimates the current state using measured output samples on the recent time horizon so that the variance of the estimation error is minimized. It is designed to be linear, unbiased, with an FIR structure, and is independent of any state information. Due to its FIR structure, the proposed filter is believed to be robust for modeling uncertainty or numerical errors than other IIR filters, such as the Kalman filter. For a general system with system and measurement noise, the proposed filter is derived without any artificial assumptions such as the nonsingular assumption of the system matrix A and any infinite covariance of the initial state. A numerical example show that the proposed FIR filter has better performance than the Kalman filter based on the IIR (Infinite- Impulse-Response) structure when modeling uncertainties exist.

Model based optimal FIR synthesis filter for a nosy filter bank system

  • Lee, Hyun-Beom;Han, Soo-Hee;Kwon, Wook-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2003.10a
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    • pp.413-418
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    • 2003
  • In this paper, a new multirate optimal finite impulse response (FIR) filter is proposed for the signal reconstruction in the nosy filter bank systems. The multirate optimal FIR filter replaces the conventional synthesis filters and the Kalman synthesis filter. First, the generic linear model is derived from the multirate state space model for an autoregressive (AR)input signal. Second, the multirate optimal FIR filter is derived from the multirate generic linear model using the minimum variance criterion. This paper also provides numerical examples and results. The simulation results illustrate that the performance is improved compared with conventional synthesis filters and the proposed filter has advantages over the Kalman synthesis filter.

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Study of Spectral Factorization using Circulant Matrix Factorization to Design the FIR/IIR Lattice Filters (FIR/IIR Lattice 필터의 설계를 위한 Circulant Matrix Factorization을 사용한 Spectral Factorization에 관한 연구)

  • 김상태;박종원
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.7 no.3
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    • pp.437-447
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    • 2003
  • We propose the methods to design the finite impulse response (FIR) and the infinite impulse response (IIR) lattice filters using Schur algorithm through the spectral factorization of the covariance matrix by circulant matrix factorization (CMF). Circulant matrix factorization is also very powerful tool used fur spectral factorization of the covariance polynomial in matrix domain to obtain the minimum phase polynomial without the polynomial root finding problem. Schur algorithm is the method for a fast Cholesky factorization of Toeplitz matrix, which easily determines the lattice filter parameters. Examples for the case of the FIR Inter and for the case of the IIR filter are included, and performance of our method check by comparing of our method and another methods (polynomial root finding and cepstral deconvolution).

An Extended Finite Impulse Response Filter for Discrete-time Nonlinear Systems (이산 비선형 시스템에 대한 확장 유한 임펄스 응답 필터)

  • Han, Sekyung;Kwon, Bo-Kyu;Han, Soohee
    • Journal of Institute of Control, Robotics and Systems
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    • v.21 no.1
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    • pp.34-39
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    • 2015
  • In this paper, a finite impulse response (FIR) filter is proposed for discrete-time nonlinear systems. The proposed filter is designed by combining the estimate of the perturbation state and nominal state. The perturbation state is estimated by adapting the optimal time-varying FIR filter for the linearized perturbation model and the nominal state is directly obtained from the nonlinear nominal trajectory model. Since the FIR structured estimators use the finite horizon information on the most recent time interval, the proposed extended FIR filter satisfies the bounded input/bounded output (BIBO) stability, which can't be obtained from infinite impulse response (IIR) estimators. Thus, it can be expected that the proposed extended FIR filter is more robust than IIR structured estimators such as an extended Kalman filter for the round-of errors and the uncertainties from unknown initial states and uncertain system model parameters. The simulation results show that the proposed filter has better performance than the extended Kalman filter (EKF) in both robustness and fast convergency.

A Study on the FIR Digital Filter using Modified Window Function (변형된 창함수를 사용한 FIR 디지털 필터에 관한 연구)

  • 강경덕;배상범;김남호;류지구
    • Journal of the Institute of Convergence Signal Processing
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    • v.4 no.1
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    • pp.49-55
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    • 2003
  • The use of digital filters in the signal process field is increasing rapidly with development of the modern industrial society. Especially, detail processors, Y/C separators, ghost removing filters, standard converters (NTSC to PAL or PAL to NTSC) and noise reducers, all of which use digital filters, tend to be used in digital video and audio processing, CATV and various communication fields. Generally, there are two different digital filters, the Rf (infinite impulse response) filter and the FIR (finite impulse response) filter in digital filter. In this paper, we have designed FIR filter which has the phase linearity and the easiness of creation. In the design of the FIR digital filter, the window function is used to alleviate the ripples caused by Gibbs Phenomenon around the cut off frequency of the band pass. But there're some problems to choose proper window function for the design destination due to its fixed values. Therefore, in this paper, we designed a modified Hanning window with new parameter which is adaptively chosen corresponding to design objectives. The digital filter was simulated to prove the validity of the model and it was compared with the Hamming, the Manning, the Blacknan and the Kaiser window function. And we have used peak side-lobe and transient characteristics as standard of judgement.

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A Study on 2-D FIR Filter Using the Bernstein Polynomial (Bernstein 다항식을 이용한 2-D FIR 필터에 관한 연구)

  • Seo, Hyun-Soo;Kang, Kyung-Duck;Kim, Nam-Ho
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • v.9 no.2
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    • pp.443-446
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    • 2005
  • As modern society needs to process of acquisition, storage and transmission of much information, the importance of signal processing is increasing and various digital filters are used in the two-dimensional signal such as image. And kinds of these digital filters are IIR(infinite impulse response) filter and FIR(finite impulse response) filter. And FIR filter which has the phase linearity, the easiness of creation and stability is applied to many fields. In design of this FIR filter, flatness property is a important factor in pass-band and stop-band. In this paper, we designed a 2-D Circular FIR filter using the Bernstein polynomial, it is presented flatness property in pass-band and stop-band. And we simulated the designed filter with noisy test image and compared the results with existing methods.

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Spectral Analysis of Rectangular, Hanning, Hamming and Kaiser Window for Digital Fir Filter

  • Gautam, Ganesh;Shrestha, Surendra;Cho, Seongsoo
    • International journal of advanced smart convergence
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    • v.4 no.2
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    • pp.138-144
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    • 2015
  • Digital filters are extensively used in the world of communication. In order to design a digital finite impulse response (FIR) filter that satisfies all the required conditions is challenging. In this paper, design techniques of digital low pass FIR filters using Rectangular window method, Hamming window, Hanning window, and Optimal Parks McClellan method are presented. The stability, number of components required and filter coefficients are demonstrated for different design techniques. It is demonstrated that filter design using hamming window is comparatively better than rectangular and hanning window though the components required for all of the windowing technique are same, hamming shows higher stability. The stability is shown with the help of magnitude and phase spectrum of each window. Simulation is carried out using MATLAB and comparisons are made entirely based on the output of the simulation.

Design of Digital Phase-locked Loop based on Two-layer Frobenius norm Finite Impulse Response Filter (2계층 Frobenius norm 유한 임펄스 응답 필터 기반 디지털 위상 고정 루프 설계)

  • Sin Kim;Sung Shin;Sung-Hyun You;Hyun-Duck Choi
    • The Journal of the Korea institute of electronic communication sciences
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    • v.19 no.1
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    • pp.31-38
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    • 2024
  • The digital phase-locked loop(DPLL) is one of the circuits composed of a digital detector, digital loop filter, voltage-controlled oscillator, and divider as a fundamental circuit, widely used in many fields such as electrical and circuit fields. A state estimator using various mathematical algorithms is used to improve the performance of a digital phase-locked loop. Traditional state estimators have utilized Kalman filters of infinite impulse response state estimators, and digital phase-locked loops based on infinite impulse response state estimators can cause rapid performance degradation in unexpected situations such as inaccuracies in initial values, model errors, and various disturbances. In this paper, we propose a two-layer Frobenius norm-based finite impulse state estimator to design a new digital phase-locked loop. The proposed state estimator uses the estimated state of the first layer to estimate the state of the first layer with the accumulated measurement value. To verify the robust performance of the new finite impulse response state estimator-based digital phase locked-loop, simulations were performed by comparing it with the infinite impulse response state estimator in situations where noise covariance information was inaccurate.

Design of FIR/IIR Lattice Filters using the Circulant Matrix Factorization (Circulant Matrix Factorization을 이용한 FIR/IIR Lattice 필터의 설계)

  • Kim Sang-Tae;Lim Yong-Kon
    • Journal of the Institute of Electronics Engineers of Korea TC
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    • v.41 no.1
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    • pp.35-44
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    • 2004
  • We Propose the methods to design the finite impulse response (FIR) and the infinite impulse response (IIR) lattice filters using Schur algorithm through the spectral factorization of the covariance matrix by circulant matrix factorization (CMF). Circulant matrix factorization is also very powerful tool used for spectral factorization of the covariance polynomial in matrix domain to obtain the minimum phase polynomial without the polynomial root finding problem. Schur algorithm is the method for a fast Cholesky factorization of Toeplitz matrix, which easily determines the lattice filter parameters. Examples for the case of the FIR filter and for the case of the In filter are included, and performance of our method check by comparing of our method and another methods (polynomial root finding and cepstral deconvolution).

Design of the ANC algorithm using IIR filter bases (IIR 필터를 기저로 이용한 능동소음제어 알고리즘의 설계 기법)

  • 오시환;박영진
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10b
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    • pp.445-448
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    • 1996
  • For a lightly damped system, IIR based filter can have better performance than FIR filter as an adaptive filter in ANC algorithm. IIR based filter which has an infinite impulse response can model a lightly damped acoustic system with a small number of weights compared that of FIR filter and has no nonlinearity and instability problems on weight updating process which are associated to the conventional IIR filters. There are, however, some drawbacks such as design parameters to be determined earlier to get better performance and much increased computational power especially in the presence of error path. In this study, base filter parameters are determined in systematic manner, with the knowledge of the nominal impulse response of the system which should be identified, by Prony's method. Three methods reducing the computational load are proposed and their performance and application limits are discussed. Simulation and experimental results demonstrate the feasibility of the proposed method.

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